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Quantitative Finance
Sergei Rodionov's user avatar
Sergei Rodionov's user avatar
Sergei Rodionov's user avatar
Sergei Rodionov
  • Member for 9 years, 2 months
  • Last seen more than 3 years ago
Profile Activity

58 Answers

Score Activity Newest
6 votes
Accepted

Formerly profitable algorithmic trading strategies?

5 votes

How long do algorithmic trading strategies typically remain profitable?

5 votes

Performance of Open Source Time Series Database for Financial Market Data

5 votes
Accepted

Without Bloomberg, how can retail investors know how many shares have been shorted daily?

4 votes
Accepted

Transforming a time series

4 votes
Accepted

OHLC Data for US Govt. Treasury Yields?

4 votes
Accepted

Making Sense of Treasury Operations

3 votes

FX official rates

3 votes

Fourier transform for stock price forecasting

2 votes

What are the proper ways to do order book downsampling?

2 votes

Taleb's Black-Swan: interpretation of the exponent

2 votes

Do passive ETF fund managers care about profolio metric such sharpe ratios and sortino ratio?

2 votes
Accepted

Net volume reference for uptick and downtick

2 votes

Is it more profitable to invest in the S&P 500 outside regular trading hours?

2 votes

How to Manage Large Orders

2 votes

Is there any thing out there as a substitute for KDB?

1 vote

Mechanism for Tick Rule for Trade Classification

1 vote

How to track dates when new strikes are added to option chain for any underlying

1 vote

should I persist the daily/weekly bar data

1 vote

Storing options EOD time series in Flat Files

1 vote
Accepted

Best way to calculate a stock's fair value

1 vote

Can I dynamically change hyper-parameters of a model?

1 vote

UK Government Debt Statistics

1 vote
Accepted

Is there ever a case where there are multiple ticks (different prices) at the same tick timestamp in Forex?

1 vote

Spectral clustering in finance

1 vote

Exponential moving average values before the data range is met?

1 vote

Designing scanning logic of past history for probability of common market pattern re-occurrences in single timeframe

1 vote
Accepted

What day of a week should we pick something to happen to minimize it happening on the fourth business day of the month?

1 vote
Accepted

Market consistent valuation of a pension scheme with return smoothing

1 vote

comparing volatility and correlation over time

1
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